In 2002, Davey joined the Massachusetts Bay Commuter Railroad Company, a private company that runs the MBTA Commuter Rail.[5] In July 2003 he was named the MBCR's general counsel and in 2007 was named deputy general manager of the MBCR.[4] In 2008 he was promoted to the general manager's position.[5] In his first full year as general manager, customer complaints went down 40 percent.[3]

Davey left the MBCR in March 2010 when he became the general manager of the Massachusetts Bay Transportation Authority.[6]

On October 10, 2014, Davey informed Patrick that he would step down as Transportation Secretary, effective October 31. Frank DePaola, MassDOT Highway administrator, would be appointed the acting Transportation Secretary. [7]

In January 2015, Davey became chief executive of Boston 2024, a nonprofit group in charge of planning for the ultimately unsuccessful Boston bid for the 2024 Summer Olympics. He was to have been paid $300,000 a year.[8]